SIGNALS and SYSTEMS

CT vs DT

CT(continuous-time)

For a continuous-time (CT) signal, the independent variable is always enclosed by a parenthesis (N)(N)
Example: x(t),y(t),z(t),A(x,y) x(t), y(t), z(t), A(x, y)

DT(discrete-time)

For a discrete-time (DT) signal, the independent variable is always enclosed by a brackets [N][N]
Example: x[n],y[n],z[n],A[m,n]x[n], y[n], z[n], A[m, n]

Signal Energy and Power

p(t)=v(t)i(t)=1Rv2(t)p(t)=v(t)i(t)=\frac{1}{R}v^2(t)

is "by definition"symbol\triangleq \text{is "by definition"symbol}

Energy

E=t1t2p(t)dt=t1t21Rv2(t)dtE =\int^{t_2}_{t_1}p(t)dt=\int^{t_2}_{t_1}\frac{1}{R}v^2(t)dt

average power

P=Et2t1=t1t2p(t)dt=t1t21Rv2(t)dtP =\frac{E}{t_2-t_1}=\int^{t_2}_{t_1}p(t)dt=\int^{t_2}_{t_1}\frac{1}{R}v^2(t)dt

ex1

x(t)={x0<x<36x3<x<6E=06x(t)2dt=03(t)2dt+36(6t)2dtP=E60=16(03(t)2dt+36(6t)2dt)x(t)=\begin{cases} x& 0<x<3\\ 6-x& 3<x<6\\ \end{cases}\\ E=\int^{6}_{0}x(t)^2dt=\int^{3}_{0}(t)^2dt+\int^{6}_{3}(6-t)^2dt\\ P=\frac{E}{6-0}=\frac{1}{6}(\int^{3}_{0}(t)^2dt+\int^{6}_{3}(6-t)^2dt)

ex2

x[t]={x0<x<36x3<x<6E=t=03x(t)2=t=03(t)2+t=36(6t)2P=E60=16(t=03(t)2+t=36(6t)2)x[t]=\begin{cases} x& 0<x<3\\ 6-x& 3<x<6\\ \end{cases}\\ E=\sum^{3}_{t=0}x(t)^2=\sum^{3}_{t=0}(t)^2+\sum^{6}_{t=3}(6-t)^2\\ P=\frac{E}{6-0}=\frac{1}{6}(\sum^{3}_{t=0}(t)^2+\sum^{6}_{t=3}(6-t)^2)

odd vs even

x(t)=Ev{x(t)}+Od{x(t)}x(t)=E_v\{x(t)\}+O_d\{x(t)\}\\

even

Ev{x(t)}=x(t)+x(n)2E_v\{x(t)\}=\frac{x(t)+x(-n)}{2}

odd

Od{x(t)}=x(t)x(n)2O_d\{x(t)\}=\frac{x(t)-x(-n)}{2}

some prove

Ev{x(t)}×Od{x(t)} dt=x(t)+x(t)2×x(t)x(t)2 dt=x(t)2x(t)24 dt=x(t)24 dtx(t)24 dt=0\begin{aligned}\\ \int_{-\infty}^{\infty} E_v\{x(t)\}\times O_d\{x(t)\} \ dt&=\int_{-\infty}^{\infty} \frac{x(t)+x(-t)}{2}\times\frac{x(t)-x(-t)}{2} \ dt\\ &=\int_{-\infty}^{\infty}\frac{x(t)^2-x(-t)^2}{4} \ dt \\ &=\int_{-\infty}^{\infty}\frac{x(t)^2}{4} \ dt - \int_{-\infty}^{\infty}\frac{x(-t)^2}{4} \ dt\\ &=0\\ \end{aligned}\\

unit step function and unit impulse function

unit stepunit impules
discrcteu[n]=def{1n00n<0u[nn0]=def{1n000n0<0u[n]\stackrel{def}{=}\begin{cases}1 & n\geq 0\\0 & n< 0\\\end{cases}\\u[n-n_0]\stackrel{def}{=}\begin{cases}1 & n_0\geq 0\\0 & n_0< 0\\\end{cases}δ[n]=def{1n=00n0δ[nn0]=def{1n=n00nn0\delta[n]\stackrel{def}{=}\begin{cases}1& n=0\\0& n\neq 0\end{cases}\\ \delta[n-n_0]\stackrel{def}{=}\begin{cases}1& n=n_0\\0& n\neq n_0\end{cases}
continouseu(n)=def{1n00n<0u(n)\stackrel{def}{=}\begin{cases}1 & n\geq 0\\0 & n< 0\\\end{cases}\\δ(n)=def{n=00n0δ(x) dx=1 \delta(n)\stackrel{def}{=}\begin{cases}\infty & n= 0\\0 & n\neq 0\\\end{cases}\\\int_{-\infty}^{\infty}\delta(x) \ dx=1\\

basic system properties

memory and memoryless

memoryless systems

only the current signal

y[n]=(2x[n]x[n]2)2y[n]=(2x[n]-x[n]^2)^2

memory systems

only the current signal

y[n]=k=nx[k](accumulator)y(t)=tx(t) dt(integral)y[n]=x[n](delay)\begin{aligned}\\ &y[n]=\sum_{k=-\infty}^{n}x[k] & \text{(accumulator)}\\ &y(t)=\int_{-\infty}^{t} x(t) \ dt & \text{(integral)}\\ &y[n]=x[n] & \text{(delay)}\\ \end{aligned}

invertibility

function is invertable

y(t)=2x(t),y(t)1=12x(t)y[n]=nx[n],y[t]1=x[n]x[n1]\begin{aligned}\\ &y(t)=2x(t)&,&y(t)^{-1}=\frac{1}{2}x(t)\\ &y[n]=\sum_{-\infty}^{n}x[n]&,&y[t]^{-1}=x[n]-x[n-1]\\ \end{aligned}

causality

only the current and past signal are relate then it is causal system

causal systems

y(t)=x(t1)y[n]=x[n]x[n1]y(t)=x(t-1)\\ y[n]=x[n]-x[n-1]

non-causal systems

y(t)=x(t+1)y[n]=x[n]x[n+1]y(t)=x(t+1)\\ y[n]=x[n]-x[n+1]

stability (BIBO stable )

can find BIBO(bounded-input and bounded-output) in another word the function is diverage or not.

x(t) and y(t) for all t|x(t)|\leq \infty \text{ and }|y(t)|\leq \infty \text{ for all t}

BIBO stable

y[n]=x[n]+x[n+1]y[n]=x[n]+x[n+1]

BIBO unstable

y(t)=1.01x[n1]y(t)=1.01x[n-1]\\

time invariance

the function shift input will only shift and dont have any effect

example

,y(t)=tx(t)define y1(x) let x(t)=x(t+t0),y1(t)=tx(t+t0)if y1(t)==y(t+t0)then it is invariance,(t+t0)x(t+t0)tx(t+t0)not invariance\begin{aligned}\\ &,&&y(t)=tx(t)&\\ \text{define } y_1(x)\text{ let } x(t)=x(t+t_0)&,&&y_1(t)=tx(t+t_0)&\\ \text{if }y_1(t)==y(t+t_0) \text{then it is invariance}&,&&\because (t+t_0)x(t+t_0)\neq tx(t+t_0)& \therefore \text{not invariance}\\ \end{aligned}

linearity

if ay(x(t))+by(x(t))==y(ax(t)+bx(t)) ay(x(t))+b y(x(t))== y(ax(t)+bx(t)) then is linearty

test

memorylessstablecausallinaertime invariant
y(t)=cos(x(t))y(t)=cos(x(t))
y[n]=2x[n]u[n]y[n]=2x[n]u[n]
y(t)=t/2x(u)duy(t)=\int_{-\infty}^{t/2} x(u) du
y[n]=k=nx[k+2]y[n]=\sum_{k=-\infty}^{n} x[k+2]
y(t)=x(2t)y(t)=x(2-t)
y[n]=x[n]k=δ[n2k]y[n]=x[n]\sum_{k=-\infty}^{\infty}\delta[n-2k]

complex plane

j=1z=r×ejθ=r×(sin(θ)+jcos(θ))=r×sin(θ)+jrcos(θ)=α+jωj=\sqrt{-1}\\ \\ \begin{aligned} z&=r\times e^{j\theta}\\ &=r\times (\sin( \theta) +j \cos(\theta))\\ &=r\times \sin( \theta) +j r \cos(\theta)\\ &=\alpha+j\omega\\ \end{aligned}\\

exponential signal & sinusoidal signal

x(t)=Ceαtx(t)=Ce^{\alpha t}\\
C is realC is complex
a is realx(t)=Ceαtx(t)=Ce^{\alpha t}
a is imaginaryC=r×ejϕa=jw0x(t)=r×ej(w0t+ϕ)C=r\times e^{j\phi}\\a=j w_0 \\ x(t)=r\times e^{j(w_0 t+ \phi)}
a is complexC=r1×ejϕa=α+jw0x(t)=(r×ejϕ)(eαt+jw0t)x(t)=r(eαtej(w0t+ϕ))x(t)=r eαt(cos(w0t+ϕ)+jsin(w0t+ϕ))C=r_1\times e^{j\phi} \\ a=\alpha +j w_0\\ \begin{aligned} x(t)&=(r\times e^{j\phi})(e^{\alpha t+j w_0t})\\ x(t)&=r(e^{\alpha t}e^{j (w_0t+\phi )})\\ x(t)&=r \ e^{\alpha t}(\cos(w_0t+\phi )+j \sin(w_0t+\phi ))\end{aligned}

periods

CT

x(t)=r ejw0tfundamental period T0=2πw0x(t)=r \ e^{j w_0 t}\\ \text{fundamental period }T_0=\frac{2\pi}{w_0}
example
x(t)=ej2t+ej3tfundamental period of ej2t=πfundamental period of ej3t=2π3LCD(Least Common Denominator) of π and 2π3 is 2πfundamental period of ej2t+ej3t=2πx(t)=e^{j2t}+e^{j3t}\\ \text{fundamental period of }e^{j2t}=\pi\\ \text{fundamental period of }e^{j3t}=\frac{2\pi}{3}\\ \text{LCD(Least Common Denominator) of }\pi \text{ and } \frac{2\pi}{3} \text{ is } 2\pi\\ \text{fundamental period of }e^{j2t}+e^{j3t}=2\pi\\

DT

fundamental period T0T_0 is integer that x[n]=x[n+i%T0]x[n]=x[n+i\% T_0] for all integer ii

T0T_0 have to be integer.
not every “sinusoidal signal” have T0T_0

x[n]=r ejw0t=r ejmNnfundamental period T0=Nfundamental frequency =2πNx[n]=r \ e^{j w_0 t}=r \ e^{j\frac{m}{N}n}\\ \text{fundamental period }T_0=N\\ \text{fundamental frequency }=\frac{2\pi}{N}\\
example
x[n]=ej(2π3)n+ej(3π4)nfundamental period of ej(2π3)n=3fundamental period of ej(3π4)n=8 (2π=24π4)LCD(Least Common Denominator) of 3 and 8 is 24fundamental period of ej(2π3)n+ej(3π4)n=24x[n]=e^{j(\frac{2\pi}{3})n}+e^{j(\frac{3\pi}{4})n}\\ \text{fundamental period of } e^{j(\frac{2\pi}{3})n}=3\\ \text{fundamental period of } e^{j(\frac{3\pi}{4})n}=8 \ \because(2\pi=\frac{24 \pi}{4})\\ \text{LCD(Least Common Denominator) of } 3 \text{ and } 8 \text{ is } 24\\ \text{fundamental period of }e^{j(\frac{2\pi}{3})n}+e^{j(\frac{3\pi}{4})n}=24\\

convolution

CT

(fg)(t)=f(τ)g(tτ) dτ(f*g)(t)=\int_{-\infty}^{\infty}{f(\tau)g(t-\tau) \ d\tau }

DT

(fg)[n]=k=f[k]g[nk](f*g)[n]=\sum_{k=-\infty}^{\infty}{f[k]g[n-k] } x[n]={0.5n,0n0,elseh[n]={0.5n,0n<30,else\begin{aligned} x[n]=& \begin{cases} 0.5^{n} &, 0\leq n\\ 0 &, else \end{cases}\\ h[n]=& \begin{cases} 0.5^{n} &, 0\leq n<3\\ 0 &, else \end{cases} \end{aligned}
h\xx[n]01233
h[n]x[n]×h[n]x[n]\times h[n]10.50.250.1250.0625
0110.50.250.1250.0625
10.50.50.250.1250.06250.03125
20.250.50.1250.06250.031250.015625
3000000
4000000
(xh)[0]=x[0]×h[0](xh)[1]=x[0]×h[1]+x[1]×h[0](xh)[2]=x[0]×h[2]+x[1]×h[1]+x[2]×h[0]\begin{aligned} (x*h)[0]&=x[0]\times h[0]\\ (x*h)[1]&=x[0]\times h[1]+x[1]\times h[0]\\ (x*h)[2]&=x[0]\times h[2]+x[1]\times h[1]+x[2]\times h[0]\\ \end{aligned}

commutative

x(t)h(t)=h(t)x(t)x(τ)h(tτ) dτ=h(τ)x(tτ) dτ\begin{aligned} x(t)*h(t)&=h(t)*x(t)\\ \int_{-\infty}^{\infty}{x(\tau)h(t-\tau) \ d\tau }&=\int_{-\infty}^{\infty}{h(\tau)x(t-\tau) \ d\tau }\\ \end{aligned}

distributive

x(t)(h1(t)+h2(t))=x(t)h1(t)+x(t)h2(t)\begin{aligned} x(t)*(h_1(t)+h_2(t))&=x(t)*h_1(t)+x(t)*h_2(t)\\ \end{aligned}

associative

x(t)(h1(t)h2(t))=(x(t)h1(t))h2(t)\begin{aligned} x(t)*(h_1(t)*h_2(t))&=(x(t)*h_1(t))*h_2(t)\\ \end{aligned}

LTI(Linear Time-Invariant)

Linear

y(t)=x(t)h(t)=x(tτ)h(τ) dτ=x(τ)h(tτ) dτ\begin{aligned} y(t)&=x(t)*h(t)\\ &=\int_{-\infty}^{\infty} {x(t-\tau)h(\tau) } \ d \tau\\ &=\int_{-\infty}^{\infty} {x(\tau)h(t-\tau) } \ d \tau\\ \end{aligned}

Time-invariant

y(t)=x(t)h(t)y(tk)=x(tk)h(t)\begin{aligned} y(t)&=x(t)*h(t)\\ y(t-k)&=x(t-k)*h(t)\\ \end{aligned}

LTI systems and convolution

stability for LTI Systems

if x(t) is bounded, then y(t) is also bounded.Sufficient condition for a continuous-time LTI system to be stable\text{if }|x(t)|\text{ is bounded, then }|y(t)|\text{ is also bounded.}\\ \text{Sufficient condition for a continuous-time LTI system to be stable}

Unit Step Response of an LTI System

CT

y[n]=h[n]u[t]=u[nτ]h[τ] dτ=nh[τ] dτh[n]=y[n]y[n1]\begin{aligned} y[n]&=h[n]*u[t]\\ &=\int_{-\infty}^{\infty}u[n-\tau]h[\tau] \ d \tau \\ &=\int_{-\infty}^{n} h[\tau] \ d \tau \\ \end{aligned}\\ h[n]=y[n]-y[n-1]

DT

y(t)=h(t)u(t)=u(tτ)h(τ) dτ=th(τ) dτh(t)=y(t)\begin{aligned} y(t)&=h(t)*u(t)\\ &=\sum_{-\infty}^{\infty}u(t-\tau)h(\tau) \ d \tau \\ &=\sum_{-\infty}^{t}h(\tau) \ d \tau \\ \end{aligned}\\ h(t)=y'(t)

eigen function and eigen value of LTI systems

The response of an LTI system to a eigen function is the same eigen function with only a change in amplitude(eigen value)

x(t)H(t)x(t)x(t) is eigenfunction H(t) is eigen valuex(t) \rightarrow H(t)x(t)\\ x(t)\text{ is eigenfunction }\\ H(t)\text{ is eigen value}\\

The Response of LTI Systems to Complex Exponential Signals

x(t)=esty(t)=h(t)x(t)=h(τ)x(tτ) dt=h(τ)es(tτ) dt=esth(τ)esτ dtH(t)=h(τ)esτ dtx(t)=e^{st}\\ \begin{aligned} y(t)&=h(t)*x(t)\\ &=\int_{-\infty}^{\infty}h(\tau)x(t-\tau) \ dt\\ &=\int_{-\infty}^{\infty}h(\tau)e^{s(t-\tau)} \ dt\\ &=e^{st}\int_{-\infty}^{\infty}h(\tau)e^{-s\tau} \ dt\\ \end{aligned}\\ H(t)=\int_{-\infty}^{\infty}h(\tau)e^{-s\tau} \ dt

example

x(t)=ej2ty(t)=ej2(t3)=ej6ej2tH(t)=δ(τ3)esτ dt=e3sx(t)=e^{j2t}\\ y(t)=e^{j2(t-3)}=e^{j6}e^{j2t}\\ H(t)=\int_{-\infty}^{\infty}\delta(\tau-3)e^{-s\tau} \ dt=e^{-3s}\\

system

delay system

x(t)δ(tt0)=x(tt0)x[t]δ[tt0]=x[tt0]x(t) *\delta(t-t_0) = x(t-t_0)\\ x[t] *\delta[t-t_0] = x[t-t_0]\\

difference system

x[n]δ[tt0]=x[tt0]x[n] * \delta[t-t_0] = x[t-t_0]

accumulation system

y[n]=mnx[m]y[n] = \sum_{m-\infty}^{n} x[m]

example

T0ejw0t dt\int_{T_0}e^{jw_0t} \ dt T0ejw0t dt\int_{T_0}e^{jw_0t} \ dt